I'm now have my keg setup ready but have a few questions. This batch calls for a dry hop addition. I want to dry hop warm in the primary for just a few days. I think I can put them in a bag so I can pull them out. Then I'm thinking I should cold crash it before transferring to the keg? If I wanted to use gelatin can this be done in the keg?

I dry hop in the keg for a couple days at room temp before chilling. My beers are usually pretty clear after a week or so in the fridge. If you wanted to do gelatin I'd do that in the fermenter and cold crash then keg and DH.